Mix together flour, salt, baking soda and sugar. In a separate bowl combine buttermilk and cheese. Add flour mixture to cheese mixture and form a dough.

Make a filling combining all ingridients together,

Divide dough and filling in 3 equal parts. On a well-floured board, roll each part of dough into a 9-inch circle. Spread one part of filling on each circle. Cut the circle into 8 equal wedges. Starting with the wide edge, roll up each wedge. Place the cookies, points tucked under, on a baking sheet lined with parchment paper.Brush each cookie with the egg wash and sprinkle with sugar. Bake for 15 to 20 minutes, until lightly browned. Remove to a wire rack and let cool.